[通貨オプション]Volatility decreased,prices in OP sales continue

*01:30JST [currency options]volatility decline,prices in OP sales continue

Dollar・yen options market volatility is reduced. Prices received for options sold is continuing.

Risk Service is JPY call spreads daily shrinking. Dollar・yen traders took profits to hedge for the purpose of yen call buying further and retreated.

・1 months 6. 16%⇒5.99%[08 years 10/24=31.044%] ・3 months 6. 70%⇒6.68%[08 years 10/24=31.044%] ・6 months 7. 56%⇒7.62%[08 years 10/24=25.50%] ・1-year 7. 43%⇒7.53%[08 years 10/24=20.00%,21.25%=98 years 10 months, the highest since]

■Script on the server[25-Delta yen call] ・1 months+1.07%⇒+0.99%[08 years 10/27=+10.90%] ・3 months + 2.0%⇒+1.88%[08 years 10/27=+10.90%] ・6 months+2.74%⇒+2.61%[08 years 10/27=+10.71%] ・1 year+2.81%⇒+2.80%[08 years 10/27=+10.71%]《KY》

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